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Analysis of financial time series
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Analysis of financial time series

Ruey S. Tsay

Publication Data

Contents

Financial time series and their characteristics
Linear time series
Volatility models
Nonlinear models and their applications.

Topics

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Analysis of financial time series by Ruey S. Tsay. ISBN 9780470414354. Published by Wiley in 2010. Publication and catalogue information, links to buy online and reader comments.

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